+110.8%
JNJ vs MPC
+203.2%
-92.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +3.5% | +11.2% | -7.8% | +3.5% |
| 30D | +12.5% | -14.5% | +27.0% | +12.5% |
| 3M | +9.6% | +16.7% | -7.1% | +9.1% |
| 6M | +25.3% | +67.6% | -42.2% | +24.1% |
| YTD | +40.3% | +157.9% | -117.6% | +37.0% |
| 1Y | +49.6% | +116.7% | -67.0% | +47.0% |
| 3Y | +110.8% | +199.8% | -89.0% | +99.1% |
| All | +110.8% | +203.2% | -92.5% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling